When I double click on a MSI file it has no association, what can I do?

Start a command prompt (Start - Run - cmd.exe)

Type the command:

C:> ftype Msi.Package

If the response is

Msi.Package="%SystemRoot%System32msiexec.exe"    /i "%1"

then continue to the next step. If it is not found type

C:> ftype Msi.Package="%SystemRoot%System32msiexec.exe"    /i "%1"

Continue to the next step

Type the command:

C:> assoc .msi

If the response is

.msi=Msi.Package

then check the %systemroot%system32 folder for the msiexec.exe file and replace if missing.
If there is no association (the most normal problem) type:

C:> assoc .msi=Msi.Package

Close the command prompt

Retry double clicking on a MSI file